| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,704 |
17,810 |
106 |
0.6% |
17,780 |
| High |
17,835 |
17,892 |
57 |
0.3% |
17,816 |
| Low |
17,679 |
17,802 |
123 |
0.7% |
17,560 |
| Close |
17,814 |
17,832 |
18 |
0.1% |
17,702 |
| Range |
156 |
90 |
-66 |
-42.3% |
256 |
| ATR |
165 |
159 |
-5 |
-3.2% |
0 |
| Volume |
3,189 |
3,459 |
270 |
8.5% |
2,203 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,112 |
18,062 |
17,882 |
|
| R3 |
18,022 |
17,972 |
17,857 |
|
| R2 |
17,932 |
17,932 |
17,849 |
|
| R1 |
17,882 |
17,882 |
17,840 |
17,907 |
| PP |
17,842 |
17,842 |
17,842 |
17,855 |
| S1 |
17,792 |
17,792 |
17,824 |
17,817 |
| S2 |
17,752 |
17,752 |
17,816 |
|
| S3 |
17,662 |
17,702 |
17,807 |
|
| S4 |
17,572 |
17,612 |
17,783 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,461 |
18,337 |
17,843 |
|
| R3 |
18,205 |
18,081 |
17,773 |
|
| R2 |
17,949 |
17,949 |
17,749 |
|
| R1 |
17,825 |
17,825 |
17,726 |
17,759 |
| PP |
17,693 |
17,693 |
17,693 |
17,660 |
| S1 |
17,569 |
17,569 |
17,679 |
17,503 |
| S2 |
17,437 |
17,437 |
17,655 |
|
| S3 |
17,181 |
17,313 |
17,632 |
|
| S4 |
16,925 |
17,057 |
17,561 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,892 |
17,560 |
332 |
1.9% |
140 |
0.8% |
82% |
True |
False |
1,682 |
| 10 |
17,892 |
17,352 |
540 |
3.0% |
149 |
0.8% |
89% |
True |
False |
1,378 |
| 20 |
17,892 |
17,208 |
684 |
3.8% |
171 |
1.0% |
91% |
True |
False |
824 |
| 40 |
17,989 |
17,208 |
781 |
4.4% |
161 |
0.9% |
80% |
False |
False |
461 |
| 60 |
17,989 |
16,950 |
1,039 |
5.8% |
153 |
0.9% |
85% |
False |
False |
335 |
| 80 |
17,989 |
15,748 |
2,241 |
12.6% |
147 |
0.8% |
93% |
False |
False |
257 |
| 100 |
17,989 |
15,450 |
2,539 |
14.2% |
145 |
0.8% |
94% |
False |
False |
207 |
| 120 |
17,989 |
15,450 |
2,539 |
14.2% |
135 |
0.8% |
94% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,275 |
|
2.618 |
18,128 |
|
1.618 |
18,038 |
|
1.000 |
17,982 |
|
0.618 |
17,948 |
|
HIGH |
17,892 |
|
0.618 |
17,858 |
|
0.500 |
17,847 |
|
0.382 |
17,837 |
|
LOW |
17,802 |
|
0.618 |
17,747 |
|
1.000 |
17,712 |
|
1.618 |
17,657 |
|
2.618 |
17,567 |
|
4.250 |
17,420 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,847 |
17,802 |
| PP |
17,842 |
17,771 |
| S1 |
17,837 |
17,741 |
|